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Options Bulls Blast Snap Stock Despite Downgrade

Call volume is running at triple the intraday average amount

Deputy Editor
Dec 15, 2022 at 12:18 PM
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Snapchat parent Snap Inc. (NYSE:SNAP) is seeing unusual options activity, after a bear note from Jefferies. The analyst downgraded the social media stock to "hold" from "buy," and cut its price target to $10 from $12, citing weakness in the digital ads market and adding "SNAP is undoubtedly one of the most fundamentally challenged names in the Internet sector." In response, the equity was last seen down 8.3% to trade at $8.74.

Circling back to today's options activity, 81,000 calls have been exchanged, which is triple the expected intraday amount. However, the most popular strike, with more than 18,00 contracts, is the December 8.50 put, with new positions still being opened there. 

Today's penchant for bullish bets is nothing new. Over the last two weeks, 4.73 calls have been picked up for every put at the International Securities Exchange (ISE), Cboe Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), a ratio that ranks higher than 96% of readings from the last year. Echoing this, Snap stock's Schaeffer's put/call open interest ratio (SOIR) stands higher than just 6% of annual readings, suggesting short-term traders have rarely been more call-biased. 

SNAP sports affordable options at the moment, too. This is per its Schaeffer’s Volatility Index (SVI) of 68%, which sits in the relatively low 19th percentile of readings from the past 12 months.

The security's underperformance stretches back. Year-over-year, Snap stock is down more than 81%. What's more, SNAP is set to turn in its fourth weekly loss in five, and snap a two-month winning streak.

SNAP Chart December 152022

 
 

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